+652.0%
MS vs MDLZ
+449.8%
+202.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.5% |
| 7D | +1.4% | -1.7% | +3.1% | +2.5% |
| 30D | -0.3% | -2.1% | +1.9% | +1.0% |
| 3M | +0.3% | +1.3% | -1.0% | -2.3% |
| 6M | +31.3% | +6.2% | +25.1% | +22.9% |
| YTD | +24.7% | +15.8% | +8.9% | +8.4% |
| 1Y | +47.9% | +4.1% | +43.8% | +37.8% |
| 3Y | +178.3% | -4.1% | +182.4% | +162.0% |
| 5Y | +144.9% | +13.4% | +131.5% | +98.3% |
| 10Y | +804.5% | +75.7% | +728.8% | +396.2% |
| All | +652.0% | +449.8% | +202.1% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MDLZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling